Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.99% | 98.55 % | 99.55 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,929 USD | 27,200 USD | 97.86% | 97.86% |
19/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 27,865 | 27,865 | 27,503 USD | 27,781 USD | 94.45% | 94.45% |
18/11/2024 | 1.02% | 98.15 % | 99.15 % | 100,000 | 100,000 | 27,308 | 27,308 | 26,744 USD | 27,017 USD | 97.49% | 97.49% |
15/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,625 USD | 26,896 USD | 98.77% | 98.77% |
14/11/2024 | 1.01% | 97.90 % | 98.90 % | 100,000 | 100,000 | 63,878 | 63,878 | 62,667 USD | 63,306 USD | 28.67% | 28.67% |
13/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 28,331 | 28,331 | 27,853 USD | 28,136 USD | 92.04% | 92.04% |
12/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,689 USD | 26,960 USD | 98.40% | 98.40% |
11/11/2024 | 0.99% | 100.20 % | 101.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,020 USD | 10,120 USD | 88.21% | 88.21% |
08/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 27,158 | 27,158 | 27,209 USD | 27,480 USD | 98.34% | 98.34% |
07/11/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,984 USD | 101,984 USD | 14.00% | 14.00% |